Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,291 CHF | 97,291 CHF | 99.66% | 99.66% |
12/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,366 CHF | 96,366 CHF | 99.01% | 99.01% |
11/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,296 CHF | 95,296 CHF | 99.00% | 99.00% |
10/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,112 CHF | 95,112 CHF | 100.00% | 100.00% |
09/07/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,079 CHF | 92,079 CHF | 100.00% | 100.00% |
08/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,265 CHF | 89,265 CHF | 100.00% | 100.00% |
05/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,470 CHF | 89,470 CHF | 98.98% | 98.98% |
04/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,434 CHF | 91,434 CHF | 100.00% | 100.00% |
03/07/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,718 CHF | 95,718 CHF | 99.99% | 99.99% |
02/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,717 CHF | 101,717 CHF | 100.00% | 100.00% |